He, Ling-Yun; Chen, Shu-Peng - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 16, pp. 3218-3229
In this article, we investigated the multifractality and its underlying formation mechanisms in international crude oil markets, namely, Brent and WTI, which are the most important oil pricing benchmarks globally. We attempt to find the answers to the following questions: (1) Are those different...